+412.6%
CSX vs SIRI
0.0%
+412.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.6% |
| 7D | -2.2% | +11.4% | -13.6% | -4.6% |
| 30D | +6.8% | +24.2% | -17.4% | +1.7% |
| 3M | +0.7% | +11.1% | -10.4% | -1.9% |
| 6M | +13.3% | +23.9% | -10.6% | +7.4% |
| YTD | +40.5% | +70.0% | -29.5% | +23.4% |
| 1Y | +44.7% | +56.6% | -11.9% | +29.4% |
| 3Y | +74.5% | -21.4% | +95.9% | +75.4% |
| 5Y | +52.0% | -38.3% | +90.3% | +54.8% |
| 10Y | +412.6% | -3.5% | +416.2% | +350.4% |
| All | +412.6% | 0.0% | +412.7% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling